Chunk #35 — The Methods — How Do Classification and Regression Trees Work? — Prediction and Interpretation of Classification and Regression Trees

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An introduction to recursive partitioning: rationale, application, and characteristics of classification and regression trees, bagging, and random forests.

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Finally a response class is predicted in each terminal node of the tree (or each rectangular section in the partition respectively) by means of deriving from all observations in this node either the average response value in regression or the most frequent response class in classification trees. Note that this means that a regression tree creates a piecewise (or rectangle-wise for two dimensions and cuboid-wise in higher dimensions) constant prediction function.